Kernel density estimation for length biased data
长度偏倚数据的核密度估计AI 解读 ↓
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长度偏倚数据的核密度估计AI 解读 ↓
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A new kernel density estimator for length biased data which derives from smoothing the nonparametric maximum likelihood estimator is proposed and investigated. It has various advantages over an alternative method suggested by Bhattacharyya, Franklin & Richardson (1988): it is necessarily a probability density, it is particularly better behaved near zero, it has better asymptotic mean integrated squared error properties and it is more readily extendable to related problems such as density derivative estimation.
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…
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Exploiting the equality restrictions that nested Markov models encode requires their tangent-space geometry. For strictly positive finite-state models on arbitrary acyclic directed mixed graphs (ADMGs), we differentiate the recursive-head chart and prove that the range of its score map is the full tangent space. Intrinsic-set coordinate blocks form an algebraic direct sum, blocks of distinct districts are orthogonal, and the resulting Gram projection needs neither…
非线性模型时变参数的局部多项式估计
We develop a novel asymptotic theory for local polynomial extremum estimators of time-varying parameters in a broad class of nonlinear time-series models, including discrete-valued ones. We show that the proposed estimators are asymptotically normally distributed under weak conditions. We also provide a precise characterization of the leading bias term due to smoothing. We demonstrate the usefulness of our general results by establishing primitive conditions for local…
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XMSE 感知的自适应经验贝叶斯估计
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弱矩方法用于统计推断:兼论稳健估计应用
A companion paper develops a generalised framework in which a probability law is represented by a tempered distribution $T\in\mathcal{S}'$ - on the same footing as a density or characteristic function - and information is extracted by pairing $T$ with a positive Schwartz kernel $\varphi$ that acts as a measurement instrument rather than as part of the law; the resulting weak moments of all orders exist unconditionally. The present paper turns this into a methodology for…